ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 26-Feb-2021

Day Change Summary
	Previous	Current
	25-Feb-2021	26-Feb-2021	Change	Change %	Previous Week
Open	160-03	158-12	-1-23	-1.1%	161-16
High	160-07	161-02	0-27	0.5%	161-27
Low	156-08	157-14	1-06	0.8%	156-08
Close	158-07	159-07	1-00	0.6%	159-07
Range	3-31	3-20	-0-11	-8.7%	5-19
ATR	1-16	1-21	0-05	10.1%	0-00
Volume	697,456	866,524	169,068	24.2%	3,415,548

Daily Pivots for day following 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	170-04	168-09	161-07
R3	166-16	164-21	160-07
R2	162-28	162-28	159-28
R1	161-01	161-01	159-18	161-31
PP	159-08	159-08	159-08	159-22
S1	157-13	157-13	158-28	158-11
S2	155-20	155-20	158-18
S3	152-00	153-25	158-07
S4	148-12	150-05	157-07

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	175-28	173-05	162-09
R3	170-09	167-18	160-24
R2	164-22	164-22	160-08
R1	161-31	161-31	159-23	160-17
PP	159-03	159-03	159-03	158-13
S1	156-12	156-12	158-23	154-30
S2	153-16	153-16	158-06
S3	147-29	150-25	157-22
S4	142-10	145-06	156-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161-27	156-08	5-19	3.5%	2-16	1.6%	53%	False	False	683,109
10	165-27	156-08	9-19	6.0%	2-02	1.3%	31%	False	False	365,436
20	168-11	156-08	12-03	7.6%	1-16	1.0%	25%	False	False	183,842
40	171-26	156-08	15-18	9.8%	1-10	0.8%	19%	False	False	91,946

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	176-15
2.618	170-18
1.618	166-30
1.000	164-22
0.618	163-10
HIGH	161-02
0.618	159-22
0.500	159-08
0.382	158-26
LOW	157-14
0.618	155-06
1.000	153-26
1.618	151-18
2.618	147-30
4.250	142-01

Fisher Pivots for day following 26-Feb-2021
Pivot	1 day	3 day
R1	159-08	159-03
PP	159-08	158-30
S1	159-07	158-26

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These figures are updated between 7pm and 10pm EST after a trading day.

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